Geometric Random Walks

GPTKB entity

Statements (15)
Predicate Object
gptkbp:instanceOf gptkb:mathematical_concept
gptkbp:application Financial Modeling
Stock Price Modeling
gptkbp:describedBy Probability Distribution
gptkbp:field Probability Theory
Stochastic Processes
https://www.w3.org/2000/01/rdf-schema#label Geometric Random Walks
gptkbp:property Markov Property
Multiplicative Process
gptkbp:relatedTo gptkb:Random_Walk
Geometric Brownian Motion
gptkbp:usedIn Option Pricing
Asset Price Simulation
gptkbp:bfsParent gptkb:Santosh_Vempala
gptkbp:bfsLayer 7